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Sequential decisions under uncertainty and the maximum theorem

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  • Hellwig, Martin F.

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  • Hellwig, Martin F., 1996. "Sequential decisions under uncertainty and the maximum theorem," Journal of Mathematical Economics, Elsevier, vol. 25(4), pages 443-464.
    • Handle: RePEc:eee:mateco:v:25:y:1996:i:4:p:443-464
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    1. Duffie, Darrell, et al, 1994. "Stationary Markov Equilibria," Econometrica, Econometric Society, vol. 62(4), pages 745-781, July.
    2. Mas-Colell, Andreu & Monteiro, Paulo K., 1996. "Self-fulfilling equilibria: An existence theorem for a general state space," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 51-62.
    3. Mas-Colell, Andreu & Zame, William R., 1996. "The existence of security market equilibrium with a non-atomic state space," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 63-84.
    4. Radner, Roy, 1972. "Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets," Econometrica, Econometric Society, vol. 40(2), pages 289-303, March.
    5. Jordan, J S, 1977. "The Continuity of Optimal Dynamic Decision Rules," Econometrica, Econometric Society, vol. 45(6), pages 1365-1376, September.
    6. Borgers, Tilman, 1991. "Upper hemicontinuity of the correspondence of subgame-perfect equilibrium outcomes," Journal of Mathematical Economics, Elsevier, vol. 20(1), pages 89-106.
    7. Grandmont, Jean-Michel & Hildenbrand, Werner, 1974. "Stochastic processes of temporary equilibria," Journal of Mathematical Economics, Elsevier, vol. 1(3), pages 247-277, December.
    8. Harris, Christopher & Reny, Philip & Robson, Arthur, 1995. "The Existence of Subgame-Perfect Equilibrium in Continuous Games with Almost Perfect Information: A Case for Public Randomization," Econometrica, Econometric Society, vol. 63(3), pages 507-544, May.
    9. Hellwig, Martin, 1996. "Rational expectations equilibria in sequence economies with symmetric information: The two-period case," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 9-49.
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    Cited by:

    1. Martin F. Hellwig & Klaus M. Schmidt, 2002. "Discrete-Time Approximations of the Holmstrom-Milgrom Brownian-Motion Model of Intertemporal Incentive Provision," Econometrica, Econometric Society, vol. 70(6), pages 2225-2264, November.
    2. Beatrice Acciaio & Daniel Krv{s}ek & Gudmund Pammer, 2024. "Multicausal transport: barycenters and dynamic matching," Papers 2401.12748, arXiv.org.
    3. Barbie, Martin & Gupta, Abhishek, 2014. "The topology of information on the space of probability measures over Polish spaces," Journal of Mathematical Economics, Elsevier, vol. 52(C), pages 98-111.
    4. Gizatulina, Alia & Hellwig, Martin, 2014. "Beliefs, payoffs, information: On the robustness of the BDP property in models with endogenous beliefs," Journal of Mathematical Economics, Elsevier, vol. 51(C), pages 136-153.
    5. Julio Backhoff-Veraguas & Daniel Bartl & Mathias Beiglböck & Manu Eder, 2020. "Adapted Wasserstein distances and stability in mathematical finance," Finance and Stochastics, Springer, vol. 24(3), pages 601-632, July.
    6. Daniel Bartl & Johannes Wiesel, 2022. "Sensitivity of multiperiod optimization problems in adapted Wasserstein distance," Papers 2208.05656, arXiv.org, revised Jun 2023.
    7. Raad, R., 2012. "Existence of an equilibrium for infinite horizon economies with and without complete information," Journal of Mathematical Economics, Elsevier, vol. 48(4), pages 247-262.
    8. Van Zandt, Timothy, 2002. "Information, measurability, and continuous behavior," Journal of Mathematical Economics, Elsevier, vol. 38(3), pages 293-309, November.
    9. Veraguas, Julio Backhoff & Beiglböck, Mathias & Eder, Manu & Pichler, Alois, 2020. "Fundamental properties of process distances," Stochastic Processes and their Applications, Elsevier, vol. 130(9), pages 5575-5591.
    10. Julio Backhoff-Veraguas & Daniel Bartl & Mathias Beiglbock & Manu Eder, 2019. "Adapted Wasserstein Distances and Stability in Mathematical Finance," Papers 1901.07450, arXiv.org, revised May 2020.

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